BVT Put 24 UBSG 21.06.2024
/ DE000VM36358
BVT Put 24 UBSG 21.06.2024/ DE000VM36358 /
2024-06-04 7:50:53 PM |
Chg.+0.013 |
Bid9:53:33 AM |
Ask9:53:33 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.050EUR |
+35.14% |
0.043 Bid Size: 36,000 |
0.058 Ask Size: 36,000 |
UBS GROUP N |
24.00 CHF |
2024-06-21 |
Put |
Master data
WKN: |
VM3635 |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
UBS GROUP N |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
24.00 CHF |
Maturity: |
2024-06-21 |
Issue date: |
2023-10-19 |
Last trading day: |
2024-06-21 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-558.82 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.47 |
Historic volatility: |
0.23 |
Parity: |
-4.49 |
Time value: |
0.05 |
Break-even: |
24.52 |
Moneyness: |
0.85 |
Premium: |
0.16 |
Premium p.a.: |
21.56 |
Spread abs.: |
0.02 |
Spread %: |
40.54% |
Delta: |
-0.04 |
Theta: |
-0.01 |
Omega: |
-23.46 |
Rho: |
0.00 |
Quote data
Open: |
0.046 |
High: |
0.050 |
Low: |
0.046 |
Previous Close: |
0.037 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-7.41% |
1 Month |
|
|
-93.59% |
3 Months |
|
|
-94.38% |
YTD |
|
|
-96.00% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.054 |
0.037 |
1M High / 1M Low: |
0.630 |
0.037 |
6M High / 6M Low: |
1.820 |
0.037 |
High (YTD): |
2024-02-13 |
1.720 |
Low (YTD): |
2024-06-03 |
0.037 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.045 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.117 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.864 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
325.06% |
Volatility 6M: |
|
227.42% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |